NAG Library Manual, Mark 28.4
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NAG CPP Interface Introduction
Example description

nagcpp::correg::lars Example
 Step                     Parameter Estimate
-----------------------------------------------------------------
   1     0.000     0.000     3.125     0.000     0.000     0.000
   2     0.000     0.000     3.792     0.000     0.000    -0.713
   3    -0.446     0.000     3.998     0.000     0.000    -1.151
   4    -0.628    -0.295     4.098     0.000     0.000    -1.466
   5    -1.060    -1.056     4.110    -0.864     0.000    -1.948
   6    -1.073    -1.132     4.118    -0.935    -0.059    -1.981

 alpha:    -50.037

 Step     Sum      RSS       df       Cp       Ck     Step Size
----------------------------------------------------------------
   1    72.446  8929.855      2    13.355   123.227    72.446
   2   103.385  6404.701      3     7.054    50.781    24.841
   3   126.243  5258.247      4     5.286    30.836    16.225
   4   145.277  4657.051      5     5.309    19.319    11.587
   5   198.223  3959.401      6     5.016    12.266    24.520
   6   203.529  3954.571      7     7.000     0.910     2.198

sigma^2: 304.198